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Optimization of cash management fluctuation through stochastic processes

Dib, Youssef M; Kmeid, Najat; Greige, Hanna; Raffoul, … - In: Inventi impact: microfinance & banking (2018) 4, pp. 223-240

Persistent link: https://www.econbiz.de/10012242296

Optimization of cash management fluctuation through stochastic processes

Dib, Youssef M.; Kmeid, Najat; Greige, Hanna; Raffoul, … - In: Journal of mathematical finance 8 (2018) 2, pp. 408-425

Persistent link: https://www.econbiz.de/10011875270

Diffusions, Markov processes, and martingales

Rogers, Leonard C. G.; Williams, David - 1979

Persistent link: https://www.econbiz.de/10000342900

Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains

Masuyama, Hiroyuki - In: European journal of operational research : EJOR 213 (2011) 3, pp. 509-516

Persistent link: https://www.econbiz.de/10009158128

Penalty-based algorithms for the stochastic obstacle scene problem

Aksakalli, Vural; Ari, Ibrahim - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 370-384

Persistent link: https://www.econbiz.de/10010362436

Modeling and performance of bonus-malus systems : stationarity versus age-correction

Asmussen, Søren - In: Risks : open access journal 2 (2014) 1, pp. 49-73

In a bonus-malus system in car insurance, the bonus class of a customer is updated from one year to the next as a function of the current class and the number of claims in the year (assumed Poisson). Thus the sequence of classes of a customer in consecutive years forms a Markov chain, and most...

Persistent link: https://www.econbiz.de/10010338093